The origins of CVA
Model foundations of the Basel III standardised CVA charge
Divide and rule
More Basel iii articles
BoE thought to be the first major central bank to change policy on collateralisation as it seeks to reduce dealer funding charges
Loss-making unit's RWAs would have tripled under Basel III, JP Morgan chief executive says - but attempting to cut capital burden made its hedges more complex
Under one accord
The Basel III Accord has been framed purely to fix the failures in the US and European banking system and is placing an unfair burden on Asian financial institutions, according to speakers at Asean ...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.